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Seasonality in Eurodollar interest rates
Rustichini, Aldo - 1981
Persistent link: https://www.econbiz.de/10002301422
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Unspanned stochastic volatility in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan; Chernov, Mikhail - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1292-1305
Persistent link: https://www.econbiz.de/10003885380
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Essays in asset pricing and macroeconomics
Bikbov, Ruslan - 2006
Persistent link: https://www.econbiz.de/10009273658
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Informational content of volatility forecasts in Eurodollar markets
Kim, Kwanho - In: Global business and finance review 21 (2016) 2, pp. 86-99
Persistent link: https://www.econbiz.de/10011607982
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Variance bounds test of volatility expectations in eurodollar futures options markets
Kim, Kwanho; Poonvoralak, Wantanee - In: Global business and finance review 24 (2019) 2, pp. 20-32
Persistent link: https://www.econbiz.de/10012121276
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Multi-market trading in the Eurodollar futures market
Tse, Yiuman; Bandyopadhyay, Paramita - In: Review of quantitative finance and accounting 26 (2006) 3, pp. 321-341
Persistent link: https://www.econbiz.de/10003307608
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Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?
Alonso Sánchez, Francisco (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003281245
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Information transmission between Eurocurrency and domestic interest rates : evidence from the UK
Yang, Jian - In: Applied financial economics 16 (2006) 9, pp. 675-685
Persistent link: https://www.econbiz.de/10003334979
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Interest rate transmission and volatility transmission along the yield curve
Avouyi-Dovi, Sanvi; Jondeau, Eric - 1999
Persistent link: https://www.econbiz.de/10001363705
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Option-based tests of interest rate diffusion functions
Rosenberg, Joshua V. - 1999
Persistent link: https://www.econbiz.de/10001447927